+124.7%
KEY vs LCID
-97.1%
+221.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -9.2% | +9.8% | +1.5% |
| 7D | +2.9% | -10.2% | +13.1% | +3.8% |
| 30D | +8.4% | -10.2% | +18.6% | +9.0% |
| 3M | -5.8% | -54.1% | +48.4% | +0.8% |
| 6M | +5.4% | -53.8% | +59.2% | +10.8% |
| YTD | +7.1% | -72.0% | +79.1% | +17.4% |
| 1Y | +26.8% | -80.5% | +107.3% | +44.0% |
| 3Y | +128.7% | -92.6% | +221.2% | +172.5% |
| 5Y | +13.6% | -99.3% | +113.0% | +51.9% |
| All | +124.7% | -97.1% | +221.8% | +199.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LCID wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling